+4,745.6%
ADSK vs HST
+1,330.6%
+3,415.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.5% | -8.3% |
| 7D | -16.4% | -1.0% | -15.4% | -16.1% |
| 30D | -9.2% | -12.3% | +3.0% | -5.5% |
| 3M | -6.7% | -6.4% | -0.4% | -5.0% |
| 6M | -15.5% | +15.0% | -30.5% | -19.8% |
| YTD | -26.4% | +30.5% | -56.9% | -33.1% |
| 1Y | -31.9% | +35.7% | -67.6% | -39.1% |
| 3Y | -1.0% | +68.4% | -69.3% | -18.2% |
| 5Y | -24.5% | +73.1% | -97.7% | -38.5% |
| 10Y | +220.4% | +92.7% | +127.7% | +136.4% |
| All | +4,745.6% | +1,330.6% | +3,415.0% | +1,797.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling